oChoosing Between Value and Growth in Mutual Fund Investing,
with Glenn Pettengill and George Chang.
Financial Services Review, 23 (4), 2014, pp. 341-359.Working paper version.
oAre Global Systematic Risk and Country-Specific Idiosyncratic Risk
Priced in the Integrated World Markets?
International Review of Economics and Finance, 33, 2014,
pp.28-38.Working paper version.
oComparing Value and
Growth Mutual Performance: Bias from the Fama-French
HML Factor, with Glenn Pettengill and George Chang.
Academy of Economics and Finance Journal, 4, 2013, pp. 75-86.Working paper version.
oRisk-Return Predictions with the Fama-French
Three-Factor Model Betas, with Glenn Pettengill and George Chang.
International Journal of Economics and Finance, 5(1), 2013, pp. 34-47.Working paper version.
oCountry-Specific Idiosyncratic Risk and Global Equity Index Returns, with Ruey Yau.
International Review of Economics and Finance, 25, 2013, pp. 326-337.Working paper version.
oStatutory Central Bank Independence in Taiwan.
Asian Social Science, 6 (11), 2010, pp. 17-27.Working paper version.
oTraditional View or Revisionist View? The Effects of Monetary Policy
on Exchange Rates in Asia, with Peng Huang and Ruey Yau.
Applied Financial Economics, 20 (9), 2010, pp. 753-760.Working paper
Factor and Stock Returns: A Time-Varying Factor-Loadings Model
, with Peng Huang.
Applied Financial Economics, 19 (22), 2009, pp. 1813-1824.Working paper version.
oA Dual-Target Monetary
Policy Rule for Open Economies: An Application to France, with Ruey Yau.
Applied Economics Letters, 15 (12), 2008, pp. 945-948.Working paper version.
Relationship in a Time-Varying Beta Model, with Peng Huang. Quantitative Finance, 8 (4), June 2008, pp. 381-390.Working paper version.
oOutput Convergence Revisited: New Time Series
Results on Industrialized Countries, with Ruey Yau. Applied Economics Letters,14 (1),
January 2007, pp. 75-77.Working paper
oInvestor Preferences and Portfolio Selection:
Is Diversification an Appropriate Strategy? with Ruey
Yau. Quantitative Finance, 6 (3), June 2006, pp. 255-271.Working paper version.
oShort-Sales Constraints and Stock Return Asymmetry: Evidence from the
Chinese Stock Markets. Applied Financial Economics, 16 (10), June
2006, pp. 707-716. Working paper version.
oUsing an Aggregate Demand-Aggregate Supply Model to Identify Structural
Demand-Side and Supply-Side Shocks: Results Using a Bivariate VAR, with James Cover and Walter Enders. Journal of Money, Credit, and Banking, 38 (3), April 2006, pp.
777-790.Working paper version.
oForecasting Asymmetries in Aggregate Stock Market Returns: Evidence from
Conditional Skewness, with James McDonald. Journal of Empirical Finance, 12 (5), December 2005, pp. 666-685.Working paper version.
oOverreaction Effects Independent of Risk and Characteristics: Evidence
from the Japanese Stock Market , with Chaoshin Chiao. Japan and the World Economy, 17 (4), December 2005, pp. 431-455. Working paper version.
oThe Correlation Between Shocks to Output and the Price Level: Evidence
from a Multivariate GARCH Model, with James Cover. Southern Economic Journal, July 2003, pp.75-92.Working paper version.
oAre Policy Rules Better than the Discretionary System in Taiwan? with James Cover and Ruey Yau. Contemporary Economic Policy 20 (1), January 2002, pp. 60-71.Working paper version.
oDo Bubbles or Time-Varying Risk Premiums Affect Stock Prices? A Kalman Filter Approach, with Lii-Tarn Chen and Chien-Fu Jeff
Lin. Global Business and Economics Review 2 (2), December 2000, pp.
159-171.Working paper version.
oSources of Persistence in Cross-Country Income Disparities: A Structural
Analysis, with Ruey Yau. Journal of Macroeconomics, 22 (4), Fall 2000, pp. 611-630.Working paper
oThe Impact of Foreign Variables on Domestic Money Demand: Evidence from
the United Kingdom. Journal of Economics and Finance, 24 (2), Summer 2000, pp. 97-109.Working paper version.
oMoney Demand in an Open-Economy Shopping-Time Model: An
Out-of-Sample-Prediction Application to Canada. Journal of Economics and Business 51 (6), November/December 1999, pp.
489-503.Working paper version.
oThe Demand for Money in an Open Economy: Some Evidence for Canada. North American Journal of Economics and Finance 9 (1), Spring 1998,
pp.15-31.Working paper version.